References
N. Wiener, Nonlinear Problems in Random Theory [Russian translation], IL, 1961.
B. R. Levin, Theory of Random Processes and Its Applications to Radio Engineering [in Russian], Izd-vo Sovetskoe radio, Moscow 1960.
R. Detsch, Nonlinear Transformation of Random Processes [Russian translation], Izd-vo Sovetskoe radio, Moscow, 1965.
A. V. Skorokod, “Constructive methods of formulating random processes,” Usp. mat. nauk, 20:3, 1965.
R. H. Cameron and W. J. Martin, “Transformation of Wiener integrals under nonlinear transformations”, Tr. Am. Math. Soc. 60, 1949.
A. D. Shatashvili, “On a class of absolutely continuous nonlinear transformations of Gaussian measures,” Trudy Vychislitel'nogo tsentra AN GrSSR. 5:1, 1965.
E. B. Dynkin, Markov Processes [in Russian], Fizmatgiz, Moscow, 1963.
E. B. Dynkin, “Functionals of trajectories of Markovian random processes,” DAN SSSR 104, 1965.
I. I. Gikhman and A. V. Skorokhod. Introduction to the Theory of Random Processes [in Russian], Izd-vo Nauka, Moscow, 1965.
Author information
Authors and Affiliations
Additional information
Kibernetika, Vol. 2, No. 1, pp. 34–40, 1966
Rights and permissions
About this article
Cite this article
Skorokhod, A.V. Nonlinear transformations of stochastic processes. Cybern Syst Anal 2, 29–34 (1966). https://doi.org/10.1007/BF01072252
Issue Date:
DOI: https://doi.org/10.1007/BF01072252